7.25Open9.70Pre Close8 Volume480 Open Interest26.50Strike Price5.79KTurnover736.65%IV2.43%PremiumSep 20, 2024Expiry Date6.40Intrinsic Value100Multiplier0DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type0.9596Delta0.0214Gamma4.91Leverage Ratio-1.6169Theta0.0001Rho4.71Eff Leverage0.0005Vega